Put the yogurt in a muslin cloth. Tie the ends of the cloth and attach it to a fork or a knife and suspend the cloth over a bowl to collect the water. Place the bowl in the fridge for about 8 hours or overnight.

Put the saffron into a cup with the milk and leave it to soak for a couple of minutes. Carefully open the muslin and put the strained yogurt into a bowl. Whisk together the yogurt, cream, sugar and nutmeg until the mixture stiffens. Gently stir in the milk and saffron. The colour of the saffron will turn the dessert into a very light yellowy gold colour. Chill for 5 minutes. Serve chilled.